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The price of the smirk : returns to delta and vega neutral portfolios of S&P500 futures options
Caverhill, Andrew; Cheuk, Terry Hon Fu; Dyrting, Sigurd - 2002
Persistent link: https://www.econbiz.de/10001693598
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Binomial models for some path-dependent options
Cheuk, Terry Hon Fu; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000903428
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Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu; Vorst, Ton - 1995
Persistent link: https://www.econbiz.de/10000904883
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Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912209
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Average interest rate caps
Cheuk, Terry Hon Fu; Vorst, Ton - 1997
Persistent link: https://www.econbiz.de/10000969007
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Complex barrier options
Cheuk, Terry Hon Fu - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 8-22
Persistent link: https://www.econbiz.de/10001207633
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Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu - In: Journal of international money and finance 16 (1997) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
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When is the short rate Markovian?
Carverhill, Andrew - In: Mathematical finance : an international journal of … 4 (1994) 4, pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
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Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew - In: The journal of fixed income 5 (1995) 2, pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
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Quasi mean reversion in an efficient stock market : the characterisation of economic equilibria which support black-scholes option pricing
Hodges, Stewart D. - In: The economic journal : the journal of the Royal … 103 (1993) 417, pp. 395-405
Persistent link: https://www.econbiz.de/10001146005